github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
15288
quantconnect--lean/Algorithm.CSharp
T
History
Alexandre Catarino 7c68e3f37a
Python Virtual Environments / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Refactor Portfolio Construction Models to Use Insight Manager (#7077) 
* Asserts Number of Insights In One PCM Regression Test

If the `EqualWeightingPortfolioConstructionModel` interacts with the `QCAlgorithm.Insights`, the number of elements in the collection should not the sum of emitted insights.

* Refactor Portfolio Construction Models to Use Insight Manager

`PortfolioConstructionModel` will use `QCAlgorithm.Insights" instead of class property `InsightCollection` to manage the insights. It no longer adds insights to the collection, but it removes them if they expire or the securities are removed from the universe.

Updates PCMs that were affected by the change.

* Updates Unit Tests

We need to add the insights to the insight manager before we call `PortfolioConstruction.CreateTargets`
2023-03-17 18:00:43 -03:00
..
Alphas
docs(VixDualThrustAlpha): readability improvements (#6632)
2022-09-19 13:17:18 -03:00
Benchmarks
docs: automatic readability fixes (#6626)
2022-09-16 17:32:28 -03:00
CapacityTests
…
Properties
…
RegressionTests
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
AccordVectorMachinesAlgorithm.cs
…
AccumulativeInsightPortfolioRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAlphaModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAndRemoveOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddBetaIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureContractWithContinuousRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionContractDataStreamingRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractExpiresRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractFromUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionContractTwiceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveOptionUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveSecurityCacheRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRemoveSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddRiskManagementAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddUniverseSelectionModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AddUniverseSelectionModelCoarseAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AdjustedVolumeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsUniverseSelectionTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutomaticIndicatorWarmupRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BacktestingBrokerageRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicPythonIntegrationTemplateAlgorithm.cs
…
BasicSetAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateAtreyuAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCfdAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateContinuousFutureAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFrameworkAlgorithm.cs
…
BasicTemplateCryptoFutureAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateCryptoFutureHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFillForwardAlgorithm.cs
…
BasicTemplateForexAlgorithm.cs
…
BasicTemplateFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFutureOptionAlgorithm.cs
Add basic template algorithm for Cfd and FutureOption (#6454)
2022-07-01 12:20:45 -03:00
BasicTemplateFutureRolloverAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesConsolidationAlgorithm.cs
…
BasicTemplateFuturesDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndexOptionsAlgorithm.cs
…
BasicTemplateIndexOptionsDailyAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
BasicTemplateIndexOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIndiaIndexAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateIntrinioEconomicData.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateLibrary.cs
…
BasicTemplateMultiAssetAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateOptionEquityStrategyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsDailyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFilterUniverseAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionsHistoryAlgorithm.cs
…
BasicTemplateOptionsHourlyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionStrategyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BasicTemplateOptionTradesAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
BinanceCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BinanceMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexCashAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BitfinexMarginAccountFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
BrokerageModelAlgorithm.cs
…
BubbleAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
CancelOpenOrdersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CapmAlphaRankingFrameworkAlgorithm.cs
…
CfdTimeZonesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ClassicRenkoConsolidatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineFundamentalComboAlgorithm.cs
…
CoarseFineFundamentalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFineOptionUniverseChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseFundamentalTop3Algorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseNoLookAheadBiasAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoarseSelectionTimeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ComboLegLimitOrderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ComboLimitOrderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ComboMarketOrderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ComboOrderAlgorithm.cs
Combo limit orders price calculation (#6858)
2023-01-13 18:02:25 -03:00
ComboOrderTicketDemoAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompleteOrderTagUpdateAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompositeAlphaModelFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CompositeRiskManagementModelFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConfidenceWeightedFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConsolidateRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConstituentsQC500GeneratorAlgorithm.cs
…
ConstituentsUniverseDataGeneratorAlgorithm.cs
…
ConstituentsUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousBackMonthRawFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureBackMonthRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ContinuousFuturesDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ConvertToFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CorrectConsolidatedBarTypeForTickTypesAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CoveredCallComboLimitOrderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CryptoBaseCurrencyFeeRegressionAlgorithm.cs
docs: portfolio readability fixes (#6553)
2022-08-17 10:23:40 -03:00
CryptoFutureDailyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CryptoFutureHourlyMarginInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomBrokerageMessageHandlerAlgorithm.cs
…
CustomBuyingPowerModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomChartingAlgorithm.cs
…
CustomDataBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataBitcoinAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
CustomDataIndicatorExtensionsAlgorithm.cs
…
CustomDataNIFTYAlgorithm.cs
…
CustomDataPropertiesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataTypeHistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomDataUniverseAlgorithm.cs
…
CustomDataUsingMapFileRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomFrameworkModelsAlgorithm.cs
…
CustomMarginInterestRateModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomModelsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomPartialFillModelAlgorithm.cs
…
CustomSecurityInitializerAlgorithm.cs
…
CustomUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
CustomUniverseWithBenchmarkRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
CustomVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
CustomWarmUpPeriodIndicatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyAlgorithm.cs
…
DailyHistoryForDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyHistoryForMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DailyResolutionSplitRegressionAlgorithm.cs
…
DataConsolidationAlgorithm.cs
…
DaylightSavingTimeHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultFutureChainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DefaultOptionPriceModelRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
DelistedFutureLiquidateDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistedFutureLiquidateRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistedIndexOptionDivestedRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingEventsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingFutureOptionDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DelistingFutureOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DisplacedMovingAverageRibbon.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DividendAlgorithm.cs
…
DividendRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DropboxBaseDataUniverseSelectionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DropboxUniverseSelectionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
DynamicSecurityDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmaCrossFuturesFrontMonthAlgorithm.cs
…
EmaCrossUniverseSelectionAlgorithm.cs
…
EmaCrossUniverseSelectionFrameworkAlgorithm.cs
…
EmitInsightCryptoCashAccountType.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightNoAlphaModelAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EmitInsightsAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EquityTickQuoteAdjustedModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
EquityTradeAndQuotesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ETFConstituentsFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ETFGlobalRotationAlgorithm.cs
…
EuropeanOptionsCannotBeExercisedBeforeExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ExpiryHelperAlphaModelFrameworkAlgorithm.cs
…
ExtendedMarketHoursHistoryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ExtendedMarketTradingRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
FeeModelNotUsingAccountCurrency.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FillForwardUntilExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FilteredIdentityAlgorithm.cs
…
FinancialAdvisorDemoAlgorithm.cs
…
FineFundamentalFilteredUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ForexMultiResolutionRegressionAlgorithm.cs
Minor fill forward enumerator fix (#7068)
2023-03-15 10:18:43 -03:00
FractionalQuantityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FreePortfolioValueRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureContractsExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenAndCloseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenAndCloseWithExtendedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionHourlyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionMultipleContractsInDifferentContractMonthsWithSameUnderlyingFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesExpiredContractRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FutureSharingTickerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
FuturesMomentumAlgorithm.cs
…
FuzzyInferenceAlgorithm.cs
…
G10CurrencySelectionModelFrameworkAlgorithm.cs
…
GetParameterRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryProviderManagerRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryTickRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithCustomDataSourceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithDifferentDataNormalizationModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HistoryWithSymbolChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourResolutionMappingEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourReverseSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HourSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ImmediateExecutionModelMinimumOrderMarginRegressionAlgorithm.cs
…
InceptionDateSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionBearCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Call Spread (#6942)
2023-02-09 16:06:12 -03:00
IndexOptionBearPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bear Put Spread (#6943)
2023-02-09 16:07:00 -03:00
IndexOptionBullCallSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Call Spread (#6944)
2023-02-09 16:07:43 -03:00
IndexOptionBullPutSpreadAlgorithm.cs
OptionStrategies for Index Option Bull Put Spread (#6945)
2023-02-09 16:10:14 -03:00
IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallButterflyAlgorithm.cs
OptionStrategies for Index Option Call Butterfly (#6949)
2023-02-10 10:42:07 -03:00
IndexOptionCallCalendarSpreadAlgorithm.cs
Add example algo of call & put calendar spread with SPXW (#6907)
2023-02-02 12:33:17 -08:00
IndexOptionCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionIronCondorAlgorithm.cs
Add SPXW Iron Condor example algorithm (#6880)
2023-02-02 12:26:34 -08:00
IndexOptionPutButterflyAlgorithm.cs
OptionStrategies for put butterfly index weeklies example (#6950)
2023-02-10 10:42:40 -03:00
IndexOptionPutCalendarSpreadAlgorithm.cs
OptionStrategies for put calendar spread index weeklies example (#6951)
2023-02-10 10:44:47 -03:00
IndexOptionPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndiaDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndicatorSuiteAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
IndicatorVolatilityModelAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
IndicatorWarmupAlgorithm.cs
…
IndustryStandardSecurityIdentifiersRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InsightScoringRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InsightWeightingFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InteractiveBrokersBrokerageDisablesIndexOptionsExerciseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
InternalSubscriptionHistoryRequestAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LargeQuantityOptionStrategyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LeveragePrecedenceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LimitFillRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
LimitIfTouchedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
LiquidETFUniverseFrameworkAlgorithm.cs
…
LiveFeaturesAlgorithm.cs
Fixes PythonData.EndTime (#6602)
2022-09-07 14:53:05 -03:00
LongOnlyAlphaStreamAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MACDTrendAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MappedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarginCallClosedMarketRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarginCallEventsAlgorithm.cs
…
MarginRemainingRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnCloseOrderBufferRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MarketOnOpenOnCloseAlgorithm.cs
…
MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MaximumPortfolioDrawdownFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MeanReversionPortfolioAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MeanVarianceOptimizationFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MinimumOrderSizeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MissingTickDataAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
MovingAverageCrossAlgorithm.cs
…
MultipleSymbolConsolidationAlgorithm.cs
…
MultiUniverseSharedSecurityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NamedArgumentsRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMarginCallExpectedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NoMinimumOrderMarginRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
NullBuyingPowerOptionBullCallSpreadAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ObjectStoreExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayAddDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnEndOfDayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnOrderEventExceptionRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedNoWarmup.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OnWarmupFinishedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OpeningBreakoutAlgorithm.cs
…
OpenInterestFuturesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionAssignmentRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainConsistencyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainedAndUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainProviderAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionChainSubscriptionRemovalRegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
OptionChainUniverseRemovalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionDataNullReferenceRegressionAlgorithm.cs
…
OptionDelistedDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBaseStrategyRegressionAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
OptionEquityBearCallSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBearCallSpreadSetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBearPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullCallSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityBullPutSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCallCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCoveredCallRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityCoveredPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityIronCondorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutButterflyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityPutCalendarSpreadRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyCallRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityShortButterflyPutRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStraddleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrangleRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionEquityStrategyMatcherRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
OptionExerciseAssignRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExerciseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionExpiryDateOnHolidayCase.cs
…
OptionExpiryDateTodayRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionNoTimeInUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOpenInterestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForOptionStylesBaseRegressionAlgorithm.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionPriceModelForSupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForSupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForSupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForSupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionPriceModelForUnsupportedAmericanOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionPriceModelForUnsupportedAmericanOptionTimeSpanWarmupRegressionAlgorithm.cs
Use any resolution for chain provider (#6860)
2023-01-16 16:10:07 -03:00
OptionPriceModelForUnsupportedEuropeanOptionRegressionAlgorithm.cs
Minor IndexOption underlying TZ fix (#7072)
2023-03-15 18:41:52 -03:00
OptionPriceModelForUnsupportedEuropeanOptionTimeSpanWarmupRegressionAlgorithm.cs
Adjust index option data timezone (#6970)
2023-02-16 17:35:10 -03:00
OptionRenameDailyRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionRenameRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionsExpiredContractRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionSplitRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionSymbolCanonicalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OptionTimeSliceRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderImmutabilityRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderSubmissionDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
OrderTicketDemoAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ParameterizedAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PeriodBasedHistoryRequestNotAllowedWithTickResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PeriodConsolidatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioOptimizationNumericsAlgorithm.cs
…
PortfolioRebalanceOnCustomFuncRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnDateRulesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnInsightChangesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
PortfolioRebalanceOnSecurityChangesRegressionAlgorithm.cs
Refactor Portfolio Construction Models to Use Insight Manager (#7077)
2023-03-17 18:00:43 -03:00
ProcessSplitSymbolsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
QuantConnect.Algorithm.CSharp.csproj
Bump to pythonNet 2.0.18 (#7036)
2023-03-03 13:11:03 -03:00
QuitAfterInitializationRegressionAlgorithm.cs
…
QuitInInitializationRegressionAlgorithm.cs
…
RawDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RawPricesCoarseUniverseAlgorithm.cs
…
RawPricesUniverseRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegisterIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
RegressionAlgorithm.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
RegressionChannelAlgorithm.cs
…
ResolutionSwitchingAlgorithm.cs
…
RiskParityPortfolioAlgorithm.cs
Change python optimizer to Newton, added unit tests and regression test (#7085)
2023-03-17 15:23:31 -03:00
RollingWindowAlgorithm.cs
…
SamcoBasicTemplateOptionsAlgorithm.cs
refactor(Algorithm): readability improvements (#6547)
2022-08-15 10:52:07 -03:00
ScaledFillForwardDataRegressionAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
ScaledRawDataNormalizationModeNotAllowedSecuritiesAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScaledRawHistoryAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
ScheduledEventsAlgorithm.cs
…
ScheduledEventsOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ScheduledQueuingAlgorithm.cs
…
ScheduledUniverseSelectionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorExposureRiskFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SectorWeightingFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SecuritySeederRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencyCashBuyingPowerModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetAccountCurrencySecurityMarginModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetCashOnDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetDataNormalizationModeOnAddSecurityAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetEquityDataNormalizationModeOnAddEquity.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsLiquidateExistingHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMarketOnOpenRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsMultipleTargetsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SetHoldingsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ShortableProviderOrdersRejectedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SmaCrossUniverseSelectionAlgorithm.cs
…
SparseDataRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitOnTradeBuilderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SplitPartialShareRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SpreadExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StableCoinsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StandardDeviationExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StartingCapitalRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StopLossOnOrderEventRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
StressSymbols.cs
…
StressSymbolsAlgorithm.cs
…
StringToSymbolImplicitConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
SwitchDataModeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TickDataFilteringAlgorithm.cs
…
TickHistoryRequestWithoutTickSubscriptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TiingoPriceAlgorithm.cs
…
TimeInForceAlgorithm.cs
Fixes Limit Price Above/Below Open Case (#7060)
2023-03-10 14:23:45 -03:00
TimeRulesDefaultTimeZoneRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TotalPortfolioValueRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrailingStopRiskFrameworkAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrailingStopRiskFrameworkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrainingExampleAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
TrainingInitializeRegressionAlgorithm.cs
…
TwoLegCurrencyConversionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionDefinitionsAlgorithm.cs
…
UniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSelectionSymbolCacheRemovalRegressionTest.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSecurityDifferentSubscriptionRequestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSubscriptionRequestRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseSharingSubscriptionTradableRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UniverseUnchangedRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UnsettledCashWhenQuoteCurrencyIsNotAccountCurrencyAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UpdateOrderLiveTestAlgorithm.cs
…
UpdateOrderRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
UserDefinedUniverseAlgorithm.cs
…
VolatilityModelsWithRawDataAlgorithm.cs
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
VolumeRenkoConsolidatorAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmUpAfterInitializeRegression.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupAlgorithm.cs
docs: algorithm readability improvements (#6554)
2022-08-17 10:39:57 -07:00
WarmupConversionRatesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDailyResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupDataTypesBarCountWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupDataTypesRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupFutureRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupFutureTimeSpanWarmupRegressionAlgorithm.cs
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
WarmupHistoryAlgorithm.cs
…
WarmupIndicatorRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionBarCountSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupLowerResolutionOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupLowerResolutionTimeSpanSettingRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupMinuteResolutionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupOptionResolutionRegressionAlgorithm.cs
IsOption Use Underlying Holidays and Early Closes if Empty (#7007)
2023-02-24 12:49:51 -03:00
WarmupScheduledEventsRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupScheduledEventsTimeSpanWarmupRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionBarCountRegressionAlgorithm.cs
Warmup resolution respected (#6467)
2022-07-15 13:05:06 -03:00
WarmupSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WarmupTrainRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
WeeklyUniverseSelectionRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroedBenchmarkRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
ZeroFeeRegressionAlgorithm.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00